CompuGroup Medical (UK) Market Value

0MSD Stock   16.22  6.54  28.73%   
CompuGroup Medical's market value is the price at which a share of CompuGroup Medical trades on a public exchange. It measures the collective expectations of CompuGroup Medical AG investors about its performance. CompuGroup Medical is selling for under 16.22 as of the 1st of March 2025; that is 28.73% down since the beginning of the trading day. The stock's lowest day price was 16.22.
With this module, you can estimate the performance of a buy and hold strategy of CompuGroup Medical AG and determine expected loss or profit from investing in CompuGroup Medical over a given investment horizon. Check out CompuGroup Medical Correlation, CompuGroup Medical Volatility and CompuGroup Medical Alpha and Beta module to complement your research on CompuGroup Medical.
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Please note, there is a significant difference between CompuGroup Medical's value and its price as these two are different measures arrived at by different means. Investors typically determine if CompuGroup Medical is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CompuGroup Medical's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

CompuGroup Medical 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to CompuGroup Medical's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of CompuGroup Medical.
0.00
01/30/2025
No Change 0.00  0.0 
In 31 days
03/01/2025
0.00
If you would invest  0.00  in CompuGroup Medical on January 30, 2025 and sell it all today you would earn a total of 0.00 from holding CompuGroup Medical AG or generate 0.0% return on investment in CompuGroup Medical over 30 days. CompuGroup Medical is related to or competes with T Mobile, Atresmedia, Zoom Video, Southwest Airlines, United Airlines, Zegona Communications, and Liberty Media. CompuGroup Medical is entity of United Kingdom More

CompuGroup Medical Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure CompuGroup Medical's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess CompuGroup Medical AG upside and downside potential and time the market with a certain degree of confidence.

CompuGroup Medical Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for CompuGroup Medical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CompuGroup Medical's standard deviation. In reality, there are many statistical measures that can use CompuGroup Medical historical prices to predict the future CompuGroup Medical's volatility.
Hype
Prediction
LowEstimatedHigh
0.9819.6839.42
Details
Intrinsic
Valuation
LowRealHigh
0.7915.7135.45
Details

CompuGroup Medical Backtested Returns

CompuGroup Medical is risky given 3 months investment horizon. CompuGroup Medical secures Sharpe Ratio (or Efficiency) of 0.0962, which signifies that the company had a 0.0962 % return per unit of risk over the last 3 months. We are able to interpolate and collect twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.9% are justified by taking the suggested risk. Use CompuGroup Medical Risk Adjusted Performance of 0.08, downside deviation of 21.38, and Mean Deviation of 12.08 to evaluate company specific risk that cannot be diversified away. CompuGroup Medical holds a performance score of 7 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -5.52, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning CompuGroup Medical are expected to decrease by larger amounts. On the other hand, during market turmoil, CompuGroup Medical is expected to outperform it. Use CompuGroup Medical coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to analyze future returns on CompuGroup Medical.

Auto-correlation

    
  0.30  

Below average predictability

CompuGroup Medical AG has below average predictability. Overlapping area represents the amount of predictability between CompuGroup Medical time series from 30th of January 2025 to 14th of February 2025 and 14th of February 2025 to 1st of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CompuGroup Medical price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current CompuGroup Medical price fluctuation can be explain by its past prices.
Correlation Coefficient0.3
Spearman Rank Test0.83
Residual Average0.0
Price Variance10.88

CompuGroup Medical lagged returns against current returns

Autocorrelation, which is CompuGroup Medical stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting CompuGroup Medical's stock expected returns. We can calculate the autocorrelation of CompuGroup Medical returns to help us make a trade decision. For example, suppose you find that CompuGroup Medical has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

CompuGroup Medical regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If CompuGroup Medical stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CompuGroup Medical stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CompuGroup Medical stock over time.
   Current vs Lagged Prices   
       Timeline  

CompuGroup Medical Lagged Returns

When evaluating CompuGroup Medical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CompuGroup Medical stock have on its future price. CompuGroup Medical autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, CompuGroup Medical autocorrelation shows the relationship between CompuGroup Medical stock current value and its past values and can show if there is a momentum factor associated with investing in CompuGroup Medical AG.
   Regressed Prices   
       Timeline  

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Additional Tools for CompuGroup Stock Analysis

When running CompuGroup Medical's price analysis, check to measure CompuGroup Medical's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy CompuGroup Medical is operating at the current time. Most of CompuGroup Medical's value examination focuses on studying past and present price action to predict the probability of CompuGroup Medical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CompuGroup Medical's price. Additionally, you may evaluate how the addition of CompuGroup Medical to your portfolios can decrease your overall portfolio volatility.